logpdf.js (2324B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 24 var log1p = require( '@stdlib/math/base/special/log1p' ); 25 var abs = require( '@stdlib/math/base/special/abs' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var ln = require( '@stdlib/math/base/special/ln' ); 28 var NINF = require( '@stdlib/constants/float64/ninf' ); 29 var PINF = require( '@stdlib/constants/float64/pinf' ); 30 31 32 // MAIN // 33 34 /** 35 * Evaluates the logarithm of the probability density function (PDF) for a logistic distribution with location parameter `mu` and scale parameter `s` at a value `x`. 36 * 37 * @param {number} x - input value 38 * @param {number} mu - location parameter 39 * @param {NonNegativeNumber} s - scale parameter 40 * @returns {number} evaluated logPDF 41 * 42 * @example 43 * var y = logpdf( 2.0, 0.0, 1.0 ); 44 * // returns ~-2.254 45 * 46 * @example 47 * var y = logpdf( -1.0, 4.0, 2.0 ); 48 * // returns ~-3.351 49 * 50 * @example 51 * var y = logpdf( NaN, 0.0, 1.0 ); 52 * // returns NaN 53 * 54 * @example 55 * var y = logpdf( 0.0, NaN, 1.0 ); 56 * // returns NaN 57 * 58 * @example 59 * var y = logpdf( 0.0, 0.0, NaN ); 60 * // returns NaN 61 * 62 * @example 63 * // Negative scale parameter: 64 * var y = logpdf( 2.0, 0.0, -1.0 ); 65 * // returns NaN 66 * 67 * @example 68 * var y = logpdf( 2.0, 8.0, 0.0 ); 69 * // returns -Infinity 70 * 71 * @example 72 * var y = logpdf( 8.0, 8.0, 0.0 ); 73 * // returns Infinity 74 */ 75 function logpdf( x, mu, s ) { 76 var az; 77 var z; 78 if ( 79 isnan( x ) || 80 isnan( mu ) || 81 isnan( s ) || 82 s < 0.0 83 ) { 84 return NaN; 85 } 86 if ( x === NINF ) { 87 return NINF; 88 } 89 if ( s === 0.0 ) { 90 return ( x === mu ) ? PINF : NINF; 91 } 92 z = ( x - mu ) / s; 93 az = -abs( z ); 94 return az - (2.0 * log1p( exp( az ) )) - ln( s ); 95 } 96 97 98 // EXPORTS // 99 100 module.exports = logpdf;